Decentralised minimal-time dynamic consensus

This paper considers a group of agents that aim to reach an agreement on individually received time-varying signals by local communication. In contrast to static network averaging problem, the consensus considered in this paper is reached in a dynamic sense. A discrete-time dynamic average consensus protocol can be designed to allow all the agents tracking the average of their reference inputs asymptotically. We propose a minimal-time dynamic consensus algorithm, which only utilises a minimal number of local observations of a randomly picked node in a network to compute the final consensus signal. Our results illustrate that with memory and computational ability, the running time of distributed averaging algorithms can be indeed improved dramatically as suggested by Olshevsky and Tsitsiklis. © 2012 AACC American Automatic Control Council).

A dependent partition-valued process for multitask clustering and time evolving network modelling

The fundamental aim of clustering algorithms is to partition data points. We consider tasks where the discovered partition is allowed to vary with some covariate such as space or time. One approach would be to use fragmentation-coagulation processes, but these, being Markov processes, are restricted to linear or tree structured covariate spaces. We define a partition-valued process on an arbitrary covariate space using Gaussian processes. We use the process to construct a multitask clustering model which partitions datapoints in a similar way across multiple data sources, and a time series model of network data which allows cluster assignments to vary over time. We describe sampling algorithms for inference and apply our method to defining cancer subtypes based on different types of cellular characteristics, finding regulatory modules from gene expression data from multiple human populations, and discovering time varying community structure in a social network.

Time-Frequency Representations for Speech Signals

This work addresses two related questions. The first question is what joint time-frequency energy representations are most appropriate for auditory signals, in particular, for speech signals in sonorant regions. The quadratic transforms of the signal are examined, a large class that includes, for example, the spectrograms and the Wigner distribution. Quasi-stationarity is not assumed, since this would neglect dynamic regions. A set of desired properties is proposed for the representation: (1) shift-invariance, (2) positivity, (3) superposition, (4) locality, and (5) smoothness. Several relations among these properties are proved: shift-invariance and positivity imply the transform is a superposition of spectrograms; positivity and superposition are equivalent conditions when the transform is real; positivity limits the simultaneous time and frequency resolution (locality) possible for the transform, defining an uncertainty relation for joint time-frequency energy representations; and locality and smoothness tradeoff by the 2-D generalization of the classical uncertainty relation. The transform that best meets these criteria is derived, which consists of two-dimensionally smoothed Wigner distributions with (possibly oriented) 2-D guassian kernels. These transforms are then related to time-frequency filtering, a method for estimating the time-varying 'transfer function' of the vocal tract, which is somewhat analogous to ceptstral filtering generalized to the time-varying case. Natural speech examples are provided. The second question addressed is how to obtain a rich, symbolic description of the phonetically relevant features in these time-frequency energy surfaces, the so-called schematic spectrogram. Time-frequency ridges, the 2-D analog of spectral peaks, are one feature that is proposed. If non-oriented kernels are used for the energy representation, then the ridge tops can be identified, with zero-crossings in the inner product of the gradient vector and the direction of greatest downward curvature. If oriented kernels are used, the method can be generalized to give better orientation selectivity (e.g., at intersecting ridges) at the cost of poorer time-frequency locality. Many speech examples are given showing the performance for some traditionally difficult cases: semi-vowels and glides, nasalized vowels, consonant-vowel transitions, female speech, and imperfect transmission channels.

Nonlinear Acoustics in Underwater and Biomedical Applications: Array Performance Degradation and Time Reversal Invariance

This dissertation describes a model for acoustic propagation in inhomogeneous flu- ids, and explores the focusing by arrays onto targets under various conditions. The work explores the use of arrays, in particular the time reversal array, for underwater and biomedical applications. Aspects of propagation and phasing which can lead to reduced focusing effectiveness are described. An acoustic wave equation was derived for the propagation of finite-amplitude waves in lossy time-varying inhomogeneous fluid media. The equation was solved numerically in both Cartesian and cylindrical geometries using the finite-difference time-domain (FDTD) method. It was found that time reversal arrays are sensitive to several debilitating factors. Focusing ability was determined to be adequate in the presence of temporal jitter in the time reversed signal only up to about one-sixth of a period. Thermoviscous absorption also had a debilitating effect on focal pressure for both linear and nonlinear propagation. It was also found that nonlinearity leads to degradation of focal pressure through amplification of the received signal at the array, and enhanced absorption in the shocked waveforms. This dissertation also examined the heating effects of focused ultrasound in a tissue-like medium. The application considered is therapeutic heating for hyperther- mia. The acoustic model and a thermal model for tissue were coupled to solve for transient and steady temperature profiles in tissue-like media. The Pennes bioheat equation was solved using the FDTD method to calculate the temperature fields in tissue-like media from focused acoustic sources. It was found that the temperature-dependence of the medium's background prop- erties can play an important role in the temperature predictions. Finite-amplitude effects contributed excess heat when source conditions were provided for nonlinear ef- fects to manifest themselves. The effect of medium heterogeneity was also found to be important in redistributing the acoustic and temperature fields, creating regions with hotter and colder temperatures than the mean by local scattering and lensing action. These temperature excursions from the mean were found to increase monotonically with increasing contrast in the medium's properties.

Neuronal correlates of visual time perception at brief timescales.

Successful interaction with the world depends on accurate perception of the timing of external events. Neurons at early stages of the primate visual system represent time-varying stimuli with high precision. However, it is unknown whether this temporal fidelity is maintained in the prefrontal cortex, where changes in neuronal activity generally correlate with changes in perception. One reason to suspect that it is not maintained is that humans experience surprisingly large fluctuations in the perception of time. To investigate the neuronal correlates of time perception, we recorded from neurons in the prefrontal cortex and midbrain of monkeys performing a temporal-discrimination task. Visual time intervals were presented at a timescale relevant to natural behavior (<500 ms). At this brief timescale, neuronal adaptation--time-dependent changes in the size of successive responses--occurs. We found that visual activity fluctuated with timing judgments in the prefrontal cortex but not in comparable midbrain areas. Surprisingly, only response strength, not timing, predicted task performance. Intervals perceived as longer were associated with larger visual responses and shorter intervals with smaller responses, matching the dynamics of adaptation. These results suggest that the magnitude of prefrontal activity may be read out to provide temporal information that contributes to judging the passage of time.

A framework for state-based time-series analysis and prediction

Time-series analysis and prediction play an important role in state-based systems that involve dealing with varying situations in terms of states of the world evolving with time. Generally speaking, the world in the discourse persists in a given state until something occurs to it into another state. This paper introduces a framework for prediction and analysis based on time-series of states. It takes a time theory that addresses both points and intervals as primitive time elements as the temporal basis. A state of the world under consideration is defined as a set of time-varying propositions with Boolean truth-values that are dependent on time, including properties, facts, actions, events and processes, etc. A time-series of states is then formalized as a list of states that are temporally ordered one after another. The framework supports explicit expression of both absolute and relative temporal knowledge. A formal schema for expressing general time-series of states to be incomplete in various ways, while the concept of complete time-series of states is also formally defined. As applications of the formalism in time-series analysis and prediction, we present two illustrating examples.

Iterative Multiuser Detection and Decoding for DS-CDMA System With Space-Time Linear Dispersion

This paper considers a Q-ary orthogonal direct-sequence code-division multiple-access (DS-CDMA) system with high-rate space-time linear dispersion codes (LDCs) in time-varying Rayleigh fading multiple-input-multiple-output (MIMO) channels. We propose a joint multiuser detection, LDC decoding, Q-ary demodulation, and channel-decoding algorithm and apply the turbo processing principle to improve system performance in an iterative fashion. The proposed iterative scheme demonstrates faster convergence and superior performance compared with the V-BLAST-based DS-CDMA system and is shown to approach the single-user performance bound. We also show that the CDMA system is able to exploit the time diversity offered by the LDCS in rapid-fading channels.

Real-Time Multiple Event Detection and Classification Using Moving Window PCA

This paper proposes a method for the detection and classification of multiple events in an electrical power system in real-time, namely; islanding, high frequency events (loss of load) and low frequency events (loss of generation). This method is based on principal component analysis of frequency measurements and employs a moving window approach to combat the time-varying nature of power systems, thereby increasing overall situational awareness of the power system. Numerical case studies using both real data, collected from the UK power system, and simulated case studies, constructed using DigSilent PowerFactory, for islanding events, as well as both loss of load and generation dip events, are used to demonstrate the reliability of the proposed method.

Time-series regression models to study the short-term effects of environmental factors on health

Time series regression models are especially suitable in epidemiology for evaluating short-term effects of time-varying exposures on health. The problem is that potential for confounding in time series regression is very high. Thus, it is important that trend and seasonality are properly accounted for. Our paper reviews the statistical models commonly used in time-series regression methods, specially allowing for serial correlation, make them potentially useful for selected epidemiological purposes. In particular, we discuss the use of time-series regression for counts using a wide range Generalised Linear Models as well as Generalised Additive Models. In addition, recently critical points in using statistical software for GAM were stressed, and reanalyses of time series data on air pollution and health were performed in order to update already published. Applications are offered through an example on the relationship between asthma emergency admissions and photochemical air pollutants

Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm

Capturing the pattern of structural change is a relevant task in applied demand analysis, as consumer preferences may vary significantly over time. Filtering and smoothing techniques have recently played an increasingly relevant role. A dynamic Almost Ideal Demand System with random walk parameters is estimated in order to detect modifications in consumer habits and preferences, as well as changes in the behavioural response to prices and income. Systemwise estimation, consistent with the underlying constraints from economic theory, is achieved through the EM algorithm. The proposed model is applied to UK aggregate consumption of alcohol and tobacco, using quarterly data from 1963 to 2003. Increased alcohol consumption is explained by a preference shift, addictive behaviour and a lower price elasticity. The dynamic and time-varying specification is consistent with the theoretical requirements imposed at each sample point. (c) 2005 Elsevier B.V. All rights reserved.

A structural time series approach to modelling multiple and resurgent meat scares in Italy

This paper exploits a structural time series approach to model the time pattern of multiple and resurgent food scares and their direct and cross-product impacts on consumer response. A structural time series Almost Ideal Demand System (STS-AIDS) is embedded in a vector error correction framework to allow for dynamic effects (VEC-STS-AIDS). Italian aggregate household data on meat demand is used to assess the time-varying impact of a resurgent BSE crisis (1996 and 2000) and the 1999 Dioxin crisis. The VEC-STS-AIDS model monitors the short-run impacts and performs satisfactorily in terms of residuals diagnostics, overcoming the major problems encountered by the customary vector error correction approach.

Online bayesian inference in some time-frequency representations of non-stationary processes

The use of Bayesian inference in the inference of time-frequency representations has, thus far, been limited to offline analysis of signals, using a smoothing spline based model of the time-frequency plane. In this paper we introduce a new framework that allows the routine use of Bayesian inference for online estimation of the time-varying spectral density of a locally stationary Gaussian process. The core of our approach is the use of a likelihood inspired by a local Whittle approximation. This choice, along with the use of a recursive algorithm for non-parametric estimation of the local spectral density, permits the use of a particle filter for estimating the time-varying spectral density online. We provide demonstrations of the algorithm through tracking chirps and the analysis of musical data.

Controlador preditivo generalizado multi-modelo aplicado ao controle de pressão arterial

Postsurgical complication of hypertension may occur in cardiac patients. To decrease the chances of complication it is necessary to reduce elevated blood pressure as soon as possible. Continuous infusion of vasodilator drugs, such as sodium nitroprusside (Nipride), would quickly lower the blood pressure in most patients. However, each patient has a different sensitivity to infusion of Nipride. The parameters and the time delays of the system are initially unknown. Moreover, the parameters of the transfer function associated with a particular patient are time varying. the objective of the study is to develop a procedure for blood pressure control i the presence of uncertainty of parameters and considerable time delays. So, a methodology was developed multi-model, and for each such model a Preditive Controller can be a priori designed. An adaptive mechanism is then needed for deciding which controller should be dominant for a given plant

CRITICAL EXPONENTS and SCALING PROPERTIES FOR THE CHAOTIC DYNAMICS of A PARTICLE IN A TIME-DEPENDENT POTENTIAL BARRIER

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Stability results for impulsive functional differential equations with infinite delay

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)